+75.8%
BA vs TEVA
-22.9%
+98.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.7% | +2.3% |
| 7D | -0.8% | +2.0% | -2.9% | -1.3% |
| 30D | -9.0% | +1.0% | -9.9% | -9.2% |
| 3M | -5.0% | +7.3% | -12.4% | -7.1% |
| 6M | -1.7% | +21.7% | -23.4% | -7.0% |
| YTD | -3.1% | +18.8% | -21.9% | -8.0% |
| 1Y | -4.3% | +86.5% | -90.8% | -19.7% |
| 3Y | -0.3% | +269.4% | -269.7% | -33.0% |
| 5Y | +0.1% | +303.6% | -303.5% | -36.8% |
| All | +75.8% | -22.9% | +98.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling